+2,605.6%
DXCM vs PEGA
+2,629.3%
-23.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -4.9% |
| 7D | -3.5% | -4.5% | +1.0% | -2.0% |
| 30D | -5.8% | -5.7% | -0.1% | -4.2% |
| 3M | -4.3% | +2.6% | -6.9% | -5.6% |
| 6M | +31.6% | -10.6% | +42.2% | +34.7% |
| YTD | +19.6% | -45.5% | +65.1% | +39.9% |
| 1Y | +36.9% | -44.8% | +81.7% | +59.0% |
| 3Y | -16.3% | +45.5% | -61.8% | -34.0% |
| 5Y | -50.0% | -45.3% | -4.7% | -48.5% |
| 10Y | +413.2% | +102.4% | +310.8% | +246.6% |
| All | +2,605.6% | +2,629.3% | -23.7% | +543.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling